I created a VM through the Azure Account .
Then Created a Windows server 2012 Datacenter Virtual Machine .
Connected to the Server Via the Remote Desktop ( RDP file ) which can be downloaded by clicking on the connect icon which is in the bottom of the page in the azure management portal
RDP file will be downloaded open it appropriately.
Login using the credentials that you gave while creating the VM.
The server Responds with the certificate and stuff . Just click Yes .
There it goes windows server 2012 Data center Up and Running .
Install the needed softwares to download files. I installed the Chrome Browser as internet Explorer had all the security measures like downloads off , trusted sites policy on Etc i was lazy to change them
Hope you enjoyed Reading .